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Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
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Activity Details

112 * ! Mon, 8/4/2014, 8:30 AM - 10:20 AM CC-102B
Risk Management in Financial Markets — Topic Contributed Papers
Section on Risk Analysis
Organizer(s): Ta-Hsin Li, IBM Research
Chair(s): Ta-Hsin Li, IBM Research   
8:35 AM Statistical Methods for Large Portfolio Risk Management Jian Zou, Indiana University-Purdue University Indianapolis
8:55 AM Working Capital Management, the Credit Crisis, and Hedging Strategies: Canadian Evidence Robert Kieschnick, University of Texas at Dallas ; Wendy Rotenberg, University of Toronto
9:15 AM Fractional Levy Model with Time-Varying Volatility in High-Frequency Trading Market Young Shin Aaron Kim, Stony Brook University ; James Glimm, Stony Brook University ; Svetlozar T. Rachev, Stony Brook University
9:35 AM Statistical Analysis of Proportional Data with Many Zeros in Financial Applications Kaisheng Song, University of North Texas
9:55 AM Bayesian Smoothing and Risk Analysis of Multivariate Models Dongchu Sun, University of Missouri-Columbia ; Shawn Ni, University of Missouri ; Paul L. Speckman, University of Missouri
10:15 AM Floor Discussion

2014 JSM Online Program Home

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